A nonparametric approach to identifying a subset of forecasters that outperforms the simple average
Year of publication: |
August 2017
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Authors: | Bürgi, Constantin ; Sinclair, Tara M. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 53.2017, 1, p. 101-115
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Subject: | Forecast combination | Forecast evaluation | Multiple model comparisons | Real-time data | Survey of professional forecasters | Prognoseverfahren | Forecasting model | Prognose | Forecast | Frühindikator | Leading indicator | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Fehler | Statistical error | Schätzung | Estimation |
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